Guessing solely by the icons and menu bar in the screenshot, this unspecified app appears to be a third-party app named System Guard, or something using similar icons.
For assistance with and questions about the reports from this third-party app, contact the third-party provider. Whichever vendor and whichever app that might be.
The utun device mechanism is a mechanism available to apps to connect into the network stack, and iOS and Apple and user apps and services can (and do) all use tunnels. (This utun user tunnel stuff supplanted the older kernel extensions, which were more problematic, and that for various reasons.)
Consumers of tunnels include the obvious add-on VPN / tunnel apps, as well as FaceTime and Messages, Continuity, network proxies and content filtering, various add-on security apps, and pretty much any app that wants or needs a secure remote connection. Not all VPN / tunnel devices are active at any time, as well.
As for assistance with troubleshooting a managed device — past cellular offload Wi-Fi networks, and past mundane management profiles loaded on a managed or supervised device — you will want specialized assistance with your security. That can involve forensic access and sensitive questions; the sorts of discussions and details not appropriate for or not available around here or in any other open forum.
TL;DR: Nothing here indicates a managed device, and nothing here is evidence of a security issue. And for assistance with or concerns about what this third-party app is reporting, contact the app vendor.